Hedging CDO tranches in a Markovian environment

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Bibliographische Detailangaben
Veröffentlicht in:	Paris Princeton lectures on mathematical finance
1. Verfasser:	Cousin, Areski (VerfasserIn)
Weitere Verfasser:	Jeanblanc, Monique (VerfasserIn), Laurent, Jean-Paul (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2011
Schlagworte:	Aufsatz in Zeitschrift
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